Since you have a custom domain on your site already, the permalinks and your traffic should move seamlessly. We can't guarantee anything relative to search rankings as we don't have any control over them, but your custom domain should ensure that your site appears pretty much exactly as it was.

I have really enjoyed using WordPress.com, but I think I am ready to move on to WordPress.org. I set a goal for myself that when my views on my blog were over 1000 a day, I would move on to self-hosting and if I ever hit 10,000 day I would write my own blogging software.

So, I am interested in the guided transfer option, but I just want to make sure it won't set me back.

I am concerned about my search ranking, and perma-links and anything else that might be disrupted by my switch. (RSS feed for example.)

Just want to get some assurance to how this works to make sure that there wouldn't be any issues.